A Metaverse Stock Screen Using the Ten-Day Average and Large-Order Activity

Summary

The article proposes a Chinese equity screen restricted to the metaverse industry. It looks for stocks opening near or above their ten-day moving average, then ranks candidates using a measure combining the session’s price change with large-order activity. It provides example screening conditions and a Python outline, but these implementations use different calculations: the prose refers to the opening price being near the average, while the sample checks prior prices and uses a current tick-price threshold. The large-order proxy also relies on transaction amount and volume fields.

The author acknowledges that the screen omits fundamental information and other technical measures, and recommends improving the conditions, data quality, and time-window choices. No backtest or performance evidence is supplied, so the proposed thresholds and ranking should be treated as an unvalidated illustration. The code’s data handling and indicator definitions would need careful review before use.

Key ideas

• The screen limits its universe to stocks classified in the metaverse industry.
• It combines proximity to a ten-day moving average with price movement and large-order activity.
• The article gives example screening logic and a Python outline, but their calculations are not fully consistent.
• The author identifies missing fundamental and technical factors, as well as data quality and window-selection risks.
• No backtest or trading results are presented to establish whether the screen is effective.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.